An Extension of a Theorem on Gambling Systems

W. Liu and Z. Z. Wang

Journal of Multivariate Analysis, 1995, vol. 55, issue 1, 125-132

Abstract: In this paper a theorem on gambling systems for Bernoulli sequences is extended to arbitrary binary random sequences by using the notion of the likelihood ratio, and an analytical technique for the study of a.e. convergence is presented.

Date: 1995
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